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person:"Timmermann, Allan"
subject:"Portfolio selection"
~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~person:"Korn, Ralf"
~subject:"Strukturbruch"
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Portfolio selection
Strukturbruch
Portfolio-Management
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Timmermann, Allan
Korn, Ralf
Platen, Eckhard
6
Zhou, Xun Yu
6
Li, Duan
5
Jin, Hanqing
4
Muhle-Karbe, Johannes
4
Carassus, Laurence
3
Glasserman, Paul
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Guasoni, Paolo
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Kardaras, Constantinos
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Pliska, Stanley R.
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Rogers, Leonard C. G.
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Stricker, Christophe
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Zariphopoulou-Souganidis, Thaleia
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Benth, Fred Espen
2
Bielecki, Tomasz R.
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Capponi, Agostino
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Choi, Kyoung Jin
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Choulli, Tahir
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Cui, Xiangyu
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Cvitanić, Jakša
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Detemple, Jérôme B.
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El Karoui, Nicole
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Evstigneev, Igor V.
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Shahabuddin, Perwez
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Shim, Gyoocheol
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Sim, Melvyn
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Mathematical finance : an international journal of mathematics, statistics and financial theory
International journal of theoretical and applied finance
6
Discussion paper / Centre for Economic Policy Research
5
Mathematical methods of operations research
5
Berichte zur Stochastik und verwandten Gebieten
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CESifo working papers : the international platform of Ludwig-Maximilians University's Center for Economic Studies and the Ifo Institute
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Decisions in economics and finance : DEF ; a journal of applied mathematics
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The economic journal : the journal of the Royal Economic Society
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The review of financial studies
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Advances in risk management
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Bundesbank Series 1 Discussion Paper
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ECONIS (ZBW)
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On the stability of continuous-time portfolio problems with stochastic opportunity set
Korn, Ralf
;
Kraft, Holger
- In:
Mathematical finance : an international journal of …
14
(
2004
)
3
,
pp. 403-414
Persistent link: https://www.econbiz.de/10002125556
Saved in:
2
Optimal portfolios with bounded capital at risk
Emmer, Susanne
;
Klüppelberg, Claudia
;
Korn, Ralf
- In:
Mathematical finance : an international journal of …
11
(
2001
)
4
,
pp. 365-384
Persistent link: https://www.econbiz.de/10001620446
Saved in:
3
Value preserving strategies and a general framework for local approaches to optimal portfolios
Korn, Ralf
- In:
Mathematical finance : an international journal of …
10
(
2000
)
2
,
pp. 227-241
Persistent link: https://www.econbiz.de/10002177631
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